Anic Equity¶

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Total return since start: 0.705 %¶

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Equity now: -----------------------------> 52094.83 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 47963.36 Kr¶

PnL: ---------------------------------------> -968.64 Kr¶

DD now: ---------------------------------> -1.931 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-14 09:04:12.769360'

Anic Portfolio¶

Today¶

Return: 0.038 %¶

This Week¶

Return: -0.423 %¶

Total portfolio value¶

Return including deposits: 70.545 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Nederman Holding 11 0.470000 2365.000000 176.000000 8.040000 2189.000000
Xvivo Perfusion 3 -1.020000 873.000000 28.000000 3.310000 845.000001
Svolder B 35 0.560000 2205.000000 26.000000 1.190000 2179.000005
Biotage 4 0.060000 624.400000 21.400000 3.550000 603.000000
Eastnine 6 0.000000 678.000000 21.000000 3.200000 657.000000
Embracer Group B 26 0.980000 681.200000 19.200000 2.900000 661.999988
Addtech B 3 -0.170000 714.000000 14.000000 2.000000 699.999999
SynAct Pharma 9 0.000000 657.900000 12.900000 2.000000 645.000003
BHG Group 49 -0.890000 651.210000 12.210000 1.910000 638.999984
Vitrolife 3 -0.780000 687.000000 10.000000 1.480000 677.000001
Volati 5 1.750000 583.000000 9.000000 1.570000 574.000000
Indutrade 5 -0.190000 1326.000000 6.000000 0.450000 1320.000000
Addnode Group B 6 -0.710000 754.800000 2.800000 0.370000 751.999998
Fortnox 10 -0.920000 670.200000 2.200000 0.330000 668.000000
NCC A 6 0.000000 600.000000 1.000000 0.170000 598.999998
Latour B 2 -0.580000 449.400000 0.400000 0.090000 449.000000
Profoto Holding 7 0.240000 581.000000 -1.000000 -0.170000 581.999999
NCC B 7 -0.690000 652.050000 -1.950000 -0.300000 653.999997
Sdiptech B 3 -0.580000 819.600000 -2.400000 -0.290000 822.000000
Balco Group 39 4.010000 1872.000000 -3.000000 -0.160000 1874.999997
Nolato B 12 -0.830000 642.000000 -6.000000 -0.930000 648.000000
Sampo Oyj SDB 1 -0.800000 494.500000 -10.500000 -2.080000 505.000000
Investor B 3 -0.230000 647.250000 -10.750000 -1.630000 657.999999
SCA A 4 0.000000 588.000000 -11.000000 -1.840000 599.000000
Lime Technologies 2 -0.170000 582.000000 -11.000000 -1.850000 593.000000
Humana 40 -0.480000 659.200000 -14.800000 -2.200000 674.000000
BONESUPPORT HOLDING 10 -0.990000 1198.000000 -26.000000 -2.120000 1224.000000
Ambea 68 0.660000 2482.000000 -55.000000 -2.170000 2537.000032
Creades A 7 0.450000 551.250000 -59.750000 -9.780000 610.999998
Lundin Gold 7 -0.920000 908.600000 -65.400000 -6.710000 973.999999
Gaming Innovation Group 161 -0.970000 4105.500000 -82.500000 -1.970000 4187.999942
Investor A 16 -0.280000 3456.000000 -89.000000 -2.510000 3545.000000
New Wave B 40 0.790000 3789.600000 -126.400000 -3.230000 3916.000000
Wästbygg Gruppen B 80 0.000000 2688.000000 -183.000000 -6.370000 2871.000000
Sedana Medical 135 -0.200000 4125.600000 -205.400000 -4.740000 4330.999935
Bactiguard Holding B 37 1.010000 2601.100000 -365.900000 -12.330000 2966.999993
TOTAL 47963.360000 -968.640000 -1.93056% 48931.999868

Updated:¶

'2023-06-14 09:04:30.841806'
None

Last optimization/rebalancing:¶

'2023-05-05'

Next optimization/rebalancing:¶

'2023-06-15'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶